Ask many Windows users who switch to the Mac which application they miss the most and they'll cite OneNote. Microsoft's note organizer and personal database is a stellar product for anyone who lives and breathes data and notes.
Since OneNote is not available on either the Mac or the iPhone, alternatives are important, and the best replacement I've found is Evernote.
Evernote is another product that has clients available for Macintosh, Windows, and iPhone platforms. With the software installed, you can take notes on any of the three devices and share them with the other two.
While the Windows and Mac versions of Evernote have solid tools for creating and storing the notes, the iPhone version builds on those tools with additions like easy voice notes and location awareness for notes made on the iPhone.
I can't say that Evernote is perfect - I dearly wish there was a way to nest organization levels for notebooks - but it's quite good. The standard (free) subscription allows you to upload 25MB of notes each month; a premium subscription ups that to 500MB per month.